Update: The SAP IdP requires an SAP AS Java 7.2 SP07 or higher to run. I was so focused on the SAML interoperability that I missed that detail.
Hi Mario,
I wouldn't expect any issues there. SAML 2.0 is very much standardized, so the Microsoft SP should not have a problem with SAP's IdP, as long as both speak SAML 2.0.
Best regards,
Christian